+107.1%
MSTR vs XLRE
+6.4%
+100.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.1% |
| 7D | +7.7% | -0.7% | +8.5% | +9.2% |
| 30D | +36.3% | -2.2% | +38.6% | +41.2% |
| 3M | +13.4% | -2.6% | +16.0% | +17.1% |
| 6M | -4.5% | +2.6% | -7.1% | -9.4% |
| YTD | -12.7% | +9.3% | -21.9% | -24.3% |
| 1Y | -59.6% | +7.2% | -66.8% | -64.1% |
| 3Y | +272.5% | +31.3% | +241.1% | +130.1% |
| 5Y | +107.1% | +8.1% | +99.0% | +111.8% |
| All | +107.1% | +6.4% | +100.7% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling